private async Task <List <object>?> GetTickResponseAsync(string symbol, string param, string frequency, CancellationToken ct)
{
var task = GetTimeZone(symbol, ct); // start task
using var stream = await GetResponseStreamAsync(symbol, param, frequency, ct).ConfigureAwait(false);
using var sr = new StreamReader(stream);
using var csvReader = new CsvReader(sr, CultureInfo.InvariantCulture);
var closeTime = Exchanges.GetCloseTimeFromSymbol(symbol);
var tz = await task.ConfigureAwait(false);
if (tz == null)
{
return(null); // invalid symbol
}
if (!csvReader.Read()) // skip header
{
throw new Exception("Did not read headers.");
}
var ticks = new List <object>();
while (csvReader.Read())
{
var tick = TickParser.Parse(param, csvReader.Context.Record, closeTime, tz);
if (tick != null)
{
ticks.Add(tick);
}
}
return(ticks);
}
private async Task <List <T>?> GetTicksAsync <T>(string symbol, CancellationToken ct)
{
if (string.IsNullOrWhiteSpace(symbol))
{
throw new ArgumentNullException(nameof(symbol));
}
var key = $"{symbol},{TickParser.GetParamFromType<T>()},{Freq.Name()}";
var result = await HistoryCache.Get(key, ct).ConfigureAwait(false);
if (result == null) // tricky
{
return(null);
}
return(result.Cast <T>().ToList()); // tricky
}
